State fusion with unknown correlation: ellipsoidal intersection

DOI10.1016/J.AUTOMATICA.2012.05.077MaRDI QIDQ2391495zbMATH OpenOpenAlexFDO

Authors Joris Sijs, Mircea Lazar

Publication date 31 July 2013

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://research.tue.nl/nl/publications/0fed3ef2-5f01-4bd8-aba1-d7d8e1339c26, http://www.sciencedirect.com/science/article/pii/S0005109812002506

zbMATH Keywords

data fusionstate estimationstatistical analysiscross correlationellipsoidal intersection

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)

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Cites work

• scientific article; zbMATH DE number 3656999 (Why is no real title available?)
• scientific article; zbMATH DE number 2161246 (Why is no real title available?)
• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• Ellipsoidal Techniques for Reachability Analysis of Discrete-Time Linear Systems
• Estimation under unknown correlation: covariance intersection revisited
• External ellipsoidal estimation of the union of two concentric ellipsoids and its applications

Cited in

(9)

• Fusion of multiple estimates by covariance intersection: why and how it is suboptimal
• Covariance intersection fusion with element-wise partial knowledge of correlation
• Decentralized data fusion with inverse covariance intersection
• Consistent fusion method with uncertainty elimination for distributed multi-sensor systems
• Model based peer-to-peer estimator over wireless sensor networks with lossy channels
• Chernoff fusion using observability Gramian-centric weighting
• Weighted fusion robust steady-state Kalman filters for multisensor system with uncertain noise variances
• Robust weighted fusion time-varying Kalman smoothers for multisensor system with uncertain noise variances
• Decentralised estimation with correlation limited by optimal processing of independent data

Describes a project that uses

Uses Software

• Ellipsoidal Toolbox

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